about emaTA
Chongnan Gao
gaochongnan at gmail.com
Fri Sep 23 08:50:38 CEST 2011
hi,
I checked code of emaTA in fTrading and the head looks like:
ema <- function (x, lambda = 0.1, startup = 0)
{
y = as.vector(x)
if (lambda >= 1)
lambda = 2/(lambda + 1)
if (startup == 0)
startup = floor(2/lambda)
if (lambda == 0) {
ema = rep(mean(x), length(x))
}
esp. startup = floor(2/lambda). That translate to 2.88*(memory
length). Is that necessary to take such a long sub-array to
calculating startup mean value?
Best,
Chongnan
More information about the Rmetrics-core
mailing list